mini-sized Dow ($5) Future September 2012


Trading Metrics calculated at close of trading on 27-Apr-2012
Day Change Summary
Previous Current
26-Apr-2012 27-Apr-2012 Change Change % Previous Week
Open 13,025 13,092 67 0.5% 12,788
High 13,100 13,125 25 0.2% 13,125
Low 13,025 13,082 57 0.4% 12,750
Close 13,090 13,094 4 0.0% 13,094
Range 75 43 -32 -42.7% 375
ATR 115 110 -5 -4.5% 0
Volume 14 7 -7 -50.0% 34
Daily Pivots for day following 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 13,229 13,205 13,118
R3 13,186 13,162 13,106
R2 13,143 13,143 13,102
R1 13,119 13,119 13,098 13,131
PP 13,100 13,100 13,100 13,107
S1 13,076 13,076 13,090 13,088
S2 13,057 13,057 13,086
S3 13,014 13,033 13,082
S4 12,971 12,990 13,070
Weekly Pivots for week ending 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 14,115 13,979 13,300
R3 13,740 13,604 13,197
R2 13,365 13,365 13,163
R1 13,229 13,229 13,129 13,297
PP 12,990 12,990 12,990 13,024
S1 12,854 12,854 13,060 12,922
S2 12,615 12,615 13,025
S3 12,240 12,479 12,991
S4 11,865 12,104 12,888
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,125 12,750 375 2.9% 41 0.3% 92% True False 6
10 13,125 12,750 375 2.9% 60 0.5% 92% True False 7
20 13,140 12,596 544 4.2% 73 0.6% 92% False False 7
40 13,178 12,596 582 4.4% 75 0.6% 86% False False 14
60 13,178 12,596 582 4.4% 61 0.5% 86% False False 10
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,308
2.618 13,238
1.618 13,195
1.000 13,168
0.618 13,152
HIGH 13,125
0.618 13,109
0.500 13,104
0.382 13,099
LOW 13,082
0.618 13,056
1.000 13,039
1.618 13,013
2.618 12,970
4.250 12,899
Fisher Pivots for day following 27-Apr-2012
Pivot 1 day 3 day
R1 13,104 13,075
PP 13,100 13,056
S1 13,097 13,037

These figures are updated between 7pm and 10pm EST after a trading day.

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